+76.5%
DE vs MUB
+7.4%
+69.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.7% |
| 7D | -2.4% | -1.2% | -1.1% | -1.4% |
| 30D | +9.7% | -2.8% | +12.5% | +12.4% |
| 3M | +21.4% | -3.1% | +24.4% | +24.7% |
| 6M | +15.0% | -2.9% | +17.9% | +18.1% |
| YTD | +46.4% | -2.0% | +48.4% | +49.4% |
| 1Y | +45.6% | 0.0% | +45.7% | +46.3% |
| All | +76.5% | +7.4% | +69.0% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling